Quantitative Researcher, Risk Premia Strategies
About the job:
Aspect Capital is an award-winning specialist money manager at the forefront of research into financial markets. We apply systematic quantitative research techniques across a broad spectrum of financial products and markets to deliver returns to investors. We achieve this through a disciplined and consistent investment philosophy designed to generate performance even in declining markets. We are looking for someone to join our Risk Premia and Trend team.
You will have the opportunity to work with the industry’s best thinkers and innovators in a thriving, dynamic, collegiate, multi-disciplinary research team, conducting projects in quantitative financial research and contributing to all areas of model development, portfolio construction, risk management and market access. You will be responsible for your own set of projects, whilst also gaining valuable insight into the the work of the team and the functioning of the fund as a whole.
Developing and maintaining mathematical investment models using simulation tools
Providing statistical analysis of systematic investment models
Assessing and proposing portfolio improvements aligned with our investment goals
Generating and developing written research and strategy materials
Two to five years of relevant buy-side experience
A top class undergraduate degree (and ideally an MSc or PhD) in a numerate discipline, e.g. physics, mathematics, statistics or engineering
Strong programming ability in Python or MATLAB
Strong oral and written communication skills including the ability to explain complex issues simply
Deductive reasoning skills and the ability to analyse and synthesise information for problem solving
If this sounds like an interesting opportunity we would love to hear from you.